CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7642 |
0.7674 |
0.0032 |
0.4% |
0.7585 |
| High |
0.7726 |
0.7682 |
-0.0044 |
-0.6% |
0.7728 |
| Low |
0.7629 |
0.7589 |
-0.0040 |
-0.5% |
0.7569 |
| Close |
0.7677 |
0.7626 |
-0.0051 |
-0.7% |
0.7623 |
| Range |
0.0097 |
0.0093 |
-0.0004 |
-4.1% |
0.0159 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
1.8% |
0.0000 |
| Volume |
333 |
620 |
287 |
86.2% |
2,538 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7911 |
0.7862 |
0.7677 |
|
| R3 |
0.7818 |
0.7769 |
0.7652 |
|
| R2 |
0.7725 |
0.7725 |
0.7643 |
|
| R1 |
0.7676 |
0.7676 |
0.7635 |
0.7654 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7622 |
| S1 |
0.7583 |
0.7583 |
0.7617 |
0.7561 |
| S2 |
0.7539 |
0.7539 |
0.7609 |
|
| S3 |
0.7446 |
0.7490 |
0.7600 |
|
| S4 |
0.7353 |
0.7397 |
0.7575 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8117 |
0.8029 |
0.7710 |
|
| R3 |
0.7958 |
0.7870 |
0.7667 |
|
| R2 |
0.7799 |
0.7799 |
0.7652 |
|
| R1 |
0.7711 |
0.7711 |
0.7638 |
0.7755 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7662 |
| S1 |
0.7552 |
0.7552 |
0.7608 |
0.7596 |
| S2 |
0.7481 |
0.7481 |
0.7594 |
|
| S3 |
0.7322 |
0.7393 |
0.7579 |
|
| S4 |
0.7163 |
0.7234 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7726 |
0.7589 |
0.0137 |
1.8% |
0.0070 |
0.9% |
27% |
False |
True |
592 |
| 10 |
0.7728 |
0.7564 |
0.0164 |
2.2% |
0.0069 |
0.9% |
38% |
False |
False |
407 |
| 20 |
0.7728 |
0.7394 |
0.0334 |
4.4% |
0.0074 |
1.0% |
69% |
False |
False |
326 |
| 40 |
0.7728 |
0.7272 |
0.0456 |
6.0% |
0.0077 |
1.0% |
78% |
False |
False |
225 |
| 60 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0062 |
0.8% |
83% |
False |
False |
165 |
| 80 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0048 |
0.6% |
83% |
False |
False |
124 |
| 100 |
0.7738 |
0.7121 |
0.0617 |
8.1% |
0.0040 |
0.5% |
82% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7925 |
|
1.618 |
0.7832 |
|
1.000 |
0.7775 |
|
0.618 |
0.7739 |
|
HIGH |
0.7682 |
|
0.618 |
0.7646 |
|
0.500 |
0.7636 |
|
0.382 |
0.7625 |
|
LOW |
0.7589 |
|
0.618 |
0.7532 |
|
1.000 |
0.7496 |
|
1.618 |
0.7439 |
|
2.618 |
0.7346 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7658 |
| PP |
0.7632 |
0.7647 |
| S1 |
0.7629 |
0.7637 |
|